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A general characterization of one factor affine term structure models
Filipović, Damir - In: Finance and stochastics 5 (2001) 3, pp. 389-412
Persistent link: https://www.econbiz.de/10001599299
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Discount models
Filipović, Damir - In: Finance and stochastics 27 (2023) 4, pp. 933-946
Persistent link: https://www.econbiz.de/10014426399
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Coherent and convex monetary risk measures for unbounded cádlág processes
Cheridito, Patrick; Delbaen, Freddy; Kupper, Michael - In: Finance and stochastics 9 (2005) 3, pp. 369-388
Persistent link: https://www.econbiz.de/10008214295
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Coherent and convex monetary risk measures for unbounded càdlàg processes
Cheridito, Patrick; Delbaen, Freddy; Kupper, Michael - In: Finance and stochastics 10 (2006) 3, pp. 427
Persistent link: https://www.econbiz.de/10008222482
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On a class of law invariant convex risk measures
Angelsberg, Gilles; Delbaen, Freddy; Kaelin, Ivo; … - In: Finance and stochastics 15 (2011) 2, pp. 343-364
Persistent link: https://www.econbiz.de/10009014645
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Coherent and convex monetary risk measures for unbounded càdlàg processes
Cheridito, Patrick; Delbaen, Freddy; Kupper, Michael - In: Finance and stochastics 9 (2005) 3, pp. 369-387
Persistent link: https://www.econbiz.de/10002946711
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On a class of law invariant convex risk measures
Angelsberg, Gilles; Delbaen, Freddy; Kaelin, Ivo; … - In: Finance and stochastics 15 (2011) 2, pp. 343-363
Persistent link: https://www.econbiz.de/10009159083
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Duality theory for robust utility maximisation
Bartl, Daniel; Kupper, Michael; Neufeld, Ariel - In: Finance and stochastics 25 (2021) 3, pp. 469-503
Persistent link: https://www.econbiz.de/10012585983
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Pathwise superhedging on prediction sets
Bartl, Daniel; Kupper, Michael; Neufeld, Ariel - In: Finance and stochastics 24 (2020) 1, pp. 215-248
Persistent link: https://www.econbiz.de/10012253346
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Duality for pathwise superhedging in continuous time
Bartl, Daniel; Kupper, Michael; Prömel, David Johannes; … - In: Finance and stochastics 23 (2019) 3, pp. 697-728
Persistent link: https://www.econbiz.de/10012023763